Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166241.3479 | 117840.5946 | 48400.7532 | 96414.9803 | 111829.7223 | -15414.7421 |
Total P&L (%) | 166.2413 | 117.8406 | 48.4008 | 96.415 | 111.8297 | -15.4147 |
Avg Daily Profit (%) | 0.3192 | 0.2263 | 0.0929 | 0.1297 | 0.1442 | -0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99546 | -85451 | -34308 | -337308 | -227620 | -155610 |
Profit Factor | 1.2272 | 1.3351 | 1.1274 | 1.0603 | 1.1474 | 0.9817 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 44.9827 | 43.4483 | 46.5278 | 44.9827 | 43.4483 | 46.5278 |
Ratio Avg Win / Avg Loss | 1.501 | 1.7378 | 1.2956 | 1.2968 | 1.4934 | 1.1282 |
Largest Winning Trade | 47093 | 47093 | 32788 | 100092 | 100092 | 92175 |
Largest Losing Trade | -22204 | -18794 | -22204 | -69560 | -52707 | -69560 |
Avg Bars in Trades | 85 | 80 | 89 | 85 | 80 | 89 |
Avg Bars in Winners | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Losers | 57 | 55 | 60 | 57 | 55 | 60 |
Bars Traded | 24579 | 11721 | 12858 | 24579 | 11721 | 12858 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301736 | 214853 | -152877 | -175116 | -62217 | -581203 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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